Pre-Market IV Report February 10, 2020

Pre-Market IV Report February 10, 2020

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: APPS ZM ENPH ERIC URBN CIEN TGT APPS S KHC CHK DBX SHOP LLY SHAK GILD ACB

Options expected to have increasing volume: AGN HAS MAT HLT LYFT UAA UA AMAT MGM CSCO NVDA

Tesla (TSLA) February weekly call option implied volatility is at 100, February is at 93, March is at 83; compared to its 52-week range of 34 to 117.

Lyft (LYFT) February weekly call option implied volatility is at 93, February is at 70, March is at 52; compared to its 52-week range of 38 to 79 into the expected release of quarter results on February 11. Call put ratio 2.8 calls to 1 put.

Kraft Heinz (KHC) February weekly call option implied volatility is at 81, February is at 60, March is at 37; compared to its 52-week range of 20 to 51 into the expected release of quarter results on February 13. Call put ratio 3 calls to 1 put.

Apple (AAPL) February weekly call option implied volatility is at 25, February is at 24, March is at 26; compared to its 52-week range of 18 to 35.

Visa Inc Class A (V) February weekly, February and March call option implied volatility is at 18; compared to its 52-week range of 15 to 29 into company hosted investor meeting as shares near record high.

Straddle prices for stocks expected to report quarterly results next week

Aurora Cannabis (ACB) February weekly 1.5 straddle priced for a move of 17% into the expected release of quarter results today

Avaya (AVYA) February 12.50 straddle priced for a move of 15% into the expected release of quarter results today before the bell

Groupon (GRPN) February weekly 3 straddle priced for a move of 13% into the expected release of quarter results today

Southern Copper (SCCO) February weekly 39 straddle priced for a move of 5.5% into the expected release of quarter results today

XPO Logistics (XPO) February weekly 92.5 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell

Akamai (AKAM) February weekly 96 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 11

AutoNation (AN) February weekly 43 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 11

Dish Network (DISH) February weekly 37 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 11

Fossil Group (FOSL) February weekly 6.5 straddle priced for a move of 23% into the expected release of quarter results on February 12

Goodyear Tire (GT) February weekly 13.50 straddle priced for a move of 7% into the expected release of quarter results on February 11

Hasbro (HAS) February weekly 100 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on February 11

Hilton (HLT) February weekly 110 straddle priced for a move of 6% into the expected release of quarter results before the bell on February 11

Lyft (LYFT) February weekly 50 straddle priced for a move of 11% into the expected release of quarter results after the bell on February 11

NCR (NCR) February 34 straddle priced for a move of 7% into the expected release of quarter results after the bell on February 11

Under Armour (UA) February weekly 18 straddle priced for a move of 13% into the expected release of quarter results before the bell on February 11

Barrick Gold (GOLD) February weekly 18 straddle priced for a move of 5% into the expected release of quarter results on February 12

Canopy Growth (CGC) February weekly 19.50 straddle priced for a move of 12% into the expected release of quarter results on February 12

Cisco (CSCO) February weekly 48 straddle priced for a move of 5% into the expected release of quarter results after the bell on February 12

CME Group (CME) February weekly 212 straddle priced for a move of 3.5% into the expected release of quarter results on February 12

CVS Health (CVS) February weekly 71.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on February 12

Kinross Gold (KGC) February weekly 5 straddle priced for a move of 6.5% into the expected release of quarter results on February 12

Marathon Oil (MRO) February weekly 12 straddle priced for a move of 6.5% into the expected release of quarter results on February 12

MGM Resorts (MGM) February weekly 31.50 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 12

Molson Coors (TAP) February weekly 58 straddle priced for a move of 5% into the expected release of quarter results before the bell on February 12

NetApp (NTAP) February weekly 57.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on February 12

Shopify (SHOP) February weekly 477 straddle priced for a move of 9% into the expected release of quarter results before the bell on February 12

Teva (TEVA) February weekly 12 straddle priced for a move of 12% into the expected release of quarter results on February 12

AIG (AIG) February weekly 53.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on February 13

Datadog (DDOG) February 47 straddle priced for a move of 14% into the expected release of quarter results after the bell on February 13

Generac (GNRC) February weekly straddle priced for a move of 6.5% into the expected release of quarter results before the bell on February 13

Mattel (MAT) February weekly 14 straddle priced for a move of 12% into the expected release of quarter results after the bell on February 13

NVIDIA (NVDA) February weekly 250 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on February 13

PepsiCo (PEP) February weekly 145 straddle priced for a move of 2.5% into the expected release of quarter results on February 13

Cannabis Stocks

Aurora Cannabis (ACB) February weekly call option implied volatility is at 137, March is at 131; compared to its 52-week range of 38 to 135 into the expected release of quarter results today. Call put ratio 1.6 calls to 1 put with focus on February 2 calls.

Canopy Growth (CGC) 30-day option implied volatility is at 83; compared to its 52-week range of 41 to 102

Cronos Group (CRON) 30-day option implied volatility is at 87; compared to its 52-week range of 53 to 121

HEXO Corp. (HEXO) 30-day option implied volatility is at 119; compared to its 52-week range of 60 to 160

Tilray, Inc. (TLRY) 30-day option implied volatility is at 88; compared to its 52-week range of 48 to 124

Moderna (MRNA) February call option implied volatility is at 91, March is at 82; compared to its 52-week range of 51 to 99. Call put ratio 16 calls to 1 put with focus on February 22.50 and 25 calls

Synchrony Financial (SYF) call put ratio 1 call to 22 puts with focus on March 28 and 31 puts.

Cheniere Energy (LNG) 30-day call option implied volatility is at 32; compared to its 52-week range of 21 to 37

Tellurian (TELL) 30-day call option implied volatility is at 86; compared to its 52-week range of 63 to 104

Options with decreasing option implied volatility: LK IRBT GRUB PTON TWTR MTCH SKX EBAY TWTR INTC BIIB
Increasing unusual option volume: AVT FG ELY MEET MYGN ERIC SYF MRNA
Increasing unusual call option volume: FG ERIC APO TRP GBX PS
Increasing unusual put option volume: SYF MYGN KNX NE ZGNX ACM YUMC DD
Popular stocks with increasing unusual: BYND NIO PINS ABBV
Active options: AAPL TSLA UBER MSFT AMZN AMD GILD BYND GE TWTR BABA FB NIO PINS NFLX NOK ABBV SNAP BA DIS
Global S&P Futures are recently up 2.75 from previous day. Nikkei 225 down 0.6%, DAX down 0.3%, WTI Crude oil is recently at $50.10, natural gas down 3%, gold at $1576 an ounce